+566.5%
GWW vs TMF
-86.2%
+652.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -1.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.6% |
| 30D | -1.4% | -1.0% | -0.5% | -1.5% |
| 3M | -3.6% | -11.3% | +7.6% | -4.7% |
| 6M | +15.1% | -22.7% | +37.8% | +12.2% |
| YTD | +27.5% | -17.3% | +44.8% | +25.3% |
| 1Y | +29.6% | -22.5% | +52.1% | +26.6% |
| 3Y | +90.1% | -43.2% | +133.3% | +81.7% |
| 5Y | +222.6% | -88.3% | +310.9% | +133.6% |
| 10Y | +566.5% | -86.0% | +652.5% | +448.6% |
| All | +566.5% | -86.2% | +652.7% | +448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling